ay -801% -7 88% -7 62% Best day 1034% 11 00% 9.87% Maximum Drawdown -42.56% -60.29% -60.54% AnnualisecIVolablity 14.29% 22 45% 18 93% RetumfRisk rata 0.48 0.10 023 Beta 100.00% 55 63% 88.86% Correlation 100.00% 87 42% 91.14% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY